Ukrainian politician and potential presidential candidate Vitali Klitschko told CNBC that Russian President Vladimir Putin was worried of how events were unfolding in Ukraine.

Tensions between Ukraine and Russia have heightened in recent weeks and on Sunday Russia carried out a bloodless invasion of Ukrainian peninsula Crimea.

The invasion followed a volatile few months for the country, as large-scale anti-government protests over Ukraine's role in Europe turned violent earlier this year, leading pro-Russia President Viktor Yanukovych to be ousted from power.

"He [Putin] is worried of what is happening because the [Ukrainian] people don't want to…live with this corruption, live without human rights and that is why the people want the changes," he said.

In an exclusive interview with CNBC in Ukraine's capital Kiev on Wednesday, Klitschko told CNBC that, if elected, he would aim to rid Ukraine of corruption and help the country move towards further integration with Europe. He noted the country was suffering not only from a political crisis, but an economic one too.

"I am more than sure that everybody [wants] to live in a European country with European standards of [living]," he added.

Vitali Klitschko, Chairman of the UDAR Ukrainian opposition party, speaks at a press conference at the Reichstag on February 17, 2014 in Berlin, Germany.

Klitschko, who is leader of the leader of the Ukrainian Democratic Alliance for Reform and a Member of the Ukrainian Parliament, said he hoped that recent political events in Ukraine set an example for Russia, and disputed Putin's description of the new Ukrainian government as "illegitimate."

"If Ukraine [is] very successful in [a] democratic movement, it's a good example for Russia. Without Ukraine, Russia can never be an empire, and that's why I think Russia tried to stop the presidential elections," he said.

The Ukrainian politician, who has had a successful boxing career for 16 years, said his vision for Ukraine had been nurtured by his time spent in western countries.

"I spent a lot of time in Europe. I spent a lot of time in United States, I know what is modern standards of life… and always if I return to my home country, I ask my country why very simple things what works everywhere else in the world doesn't work in Ukraine?" he said.

Klitschko said, if elected, he would aim to tackle Ukraine's prolific corruption problem by changing the situation from the inside.

"Ukraine is famous as [the] most corrupt country in the European Union, and politics in Ukraine is business… Just one way to change situation, [is to] go into politics and try to change from inside," he said.

"I know it's a very difficult task…but Poland is doing it. Poland [has had] success, [along with the] Czech [Republic], Slovak Republic, Hungary, Georgia was also very successful, and we Ukraine have much more potential," he added.

Klitschko acknowledged that Ukraine would have to endure tough reforms and austerity in order to get up to the standards of other European countries.

"It's very important to explain it will be better for the country...I am more than sure Ukraine will accept that... [and] can wait... but they can't live with this current situation," he added.

He was confident he would have the support of Europe, despite Germany's recent more diplomatic approach to Russian aggression, given that sanctions on Russia would not be in their best interest.